+224.1%
ABT vs HWM
+1,323.5%
-1,099.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -10.7% | +8.1% | -0.9% |
| 7D | -3.1% | -9.2% | +6.0% | -1.7% |
| 30D | -2.1% | -17.9% | +15.7% | +0.9% |
| 3M | +17.4% | -6.0% | +23.5% | +18.0% |
| 6M | -2.4% | -7.4% | +5.0% | -1.9% |
| YTD | -14.2% | +13.1% | -27.3% | -16.7% |
| 1Y | -18.3% | +29.3% | -47.6% | -22.6% |
| 3Y | +11.5% | +389.9% | -378.4% | -19.0% |
| 5Y | -9.9% | +655.5% | -665.4% | -40.2% |
| All | +224.1% | +1,323.5% | -1,099.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling